This is key. If he jailed him right away, his attorneys would call for a mistrial saying the judge was biased against him and they would probably succeed in getting the trial thrown out. It would still go on with another judge, but when the tactic is delay, they win.
This is the first step towards jail for contempt. There can be no doubt Trump is maliciously violating the gag order.
That said, I have little doubt some 11th hour fuckery will happen to prevent him from being jailed.